Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 00:00:00+00:00 0.653741 0.738160 0.833875 0.951395 1.093137 1.260318 1.475060
2024-12-15 00:00:00+00:00 0.570399 0.678509 0.810608 0.986996 1.221282 1.529316 1.978511
2024-12-22 00:00:00+00:00 0.521334 0.646177 0.808200 1.040332 1.375966 1.864086 2.671514
2024-12-29 00:00:00+00:00 0.475088 0.608289 0.789730 1.065353 1.494231 2.177843 3.455679
2025-01-05 00:00:00+00:00 0.436256 0.573833 0.769027 1.080972 1.599445 2.500173 4.402844
2025-01-12 00:00:00+00:00 0.399235 0.536625 0.738115 1.074012 1.664802 2.773322 5.403621
2025-01-19 00:00:00+00:00 0.358560 0.489328 0.685656 1.023081 1.641936 2.873620 6.083878
2025-01-26 00:00:00+00:00 0.338145 0.469902 0.673372 1.036368 1.737996 3.245298 7.713825
2025-02-02 00:00:00+00:00 0.320938 0.453437 0.663447 1.051489 1.840470 3.670284 9.897694
2025-02-09 00:00:00+00:00 0.301174 0.431016 0.641042 1.040083 1.885517 3.976782 12.034606
2025-02-16 00:00:00+00:00 0.286892 0.416049 0.629424 1.046911 1.971468 4.428481 15.404515
2025-02-23 00:00:00+00:00 0.266641 0.389723 0.595633 1.005705 1.938836 4.533474 17.334964
2025-03-02 00:00:00+00:00 0.246954 0.363564 0.560924 0.960511 1.893421 4.603420 19.393941
2025-03-09 00:00:00+00:00 0.238897 0.356285 0.559175 0.982528 2.019245 5.294507 27.330319
2025-03-16 00:00:00+00:00 0.234410 0.354632 0.567327 1.026545 2.215174 6.373778 43.679025
2025-03-23 00:00:00+00:00 0.227058 0.347397 0.564275 1.045560 2.349610 7.333003 66.881627
2025-03-30 00:00:00+00:00 0.219455 0.339142 0.558445 1.057384 2.467805 8.338058 105.103996
2025-04-06 00:00:00+00:00 0.210232 0.327353 0.544665 1.048610 2.521177 9.090029 155.807456
2025-04-13 00:00:00+00:00 0.197392 0.308276 0.515040 0.998184 2.428928 8.996336 177.611939
2025-04-20 00:00:00+00:00 0.191866 0.302264 0.511143 1.010326 2.548832 10.261591 335.970043
2025-04-27 00:00:00+00:00 0.186898 0.296960 0.508209 1.024492 2.681638 11.804835 782.551907
2025-05-04 00:00:00+00:00 0.179932 0.287516 0.495991 1.013234 2.720258 12.766267 1669.284058
2025-05-11 00:00:00+00:00 0.174994 0.281621 0.490749 1.019663 2.829062 14.475579 7623.508305